Evidence of feedback trading with Markov switching regimes

Warren Gregory Dean, Robert Faff

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	133 - 151
Number of pages	19
Journal	Review of Quantitative Finance and Accounting
Volume	30
Issue number	2
Publication status	Published - 2007

Cite this

@article{f5655826aa374e26a22c933da528ba0e,

title = "Evidence of feedback trading with Markov switching regimes",

author = "Dean, \{Warren Gregory\} and Robert Faff",

year = "2007",

language = "English",

volume = "30",

pages = "133 -- 151",

journal = "Review of Quantitative Finance and Accounting",

issn = "0924-865X",

publisher = "Springer",

number = "2",

}